Hello, I am on the final leg of a 22 day Europe trip and have planned to travel from Lindau to Milan (via Chur and Tirano - Bernina express route) on September 11th. I just realized that the regular train trip from Lindau to Tirano involves up to 4 changes and we are travelling with a fair bit of luggage at this point. Do passengers with an actual Bernina express ticket (in case it is available) not have to schlepp their luggage across each train change ? Any tips on how I could minimize the number of transfers ? I am currently considering the bus from Lindau to Chur, but it leaves quite late in the day and only arrives in Chur around 1235, which means that allowing for road delays, I could probably plan to catch a train out of Chur around 1330 ?

There's indeed a German bus from Lindau to Chur (www.flixbus.com/ bus/lindau). It only saves you one change of trains though. If you depart from Lindau on the 9:54 train, you'll have 29 minutes to change to the train to Chur in St. Margrethen. That is plenty of time. After that you have 10 minutes to change in Chur (that's sufficient) and nearly an hour in St. Moritz. So there's no hurry. All of this can be found in the timetable.

The Bernina Express goes straight from Chur to Tirano, so that's one changes less, but it only departs early in the morning.

I am travelling with my parents, so is it useful to buy first class tickets in order to increase the chances of getting a seat ? Or are these trains usually not so full ?

Also, if I buy a regular ticket, is it possible to simply take the next train that we are able to catch ? That is, are the tickets for any train on that route or for specific trains ? In that case, I could leave Lindau as early as possible and slowly make my way to Tirano during the day... but I guess that perhaps I would have restrictions on only being able to take regional trains (and not inter-city expresses etc) ?

I would not expect overly crowded trains, but it's hard to predict and it's different per day and for specific trains. The timetable shows expected occupancy for some trains. Tickets are valid for all trains on the route, unless you also book seats. You don't need any tickets if you have a rail pass like the Swiss Travel Pass.